Preheat oven to 400°F and line a baking sheet with parchment paper.
In the bowl of a stand mixer (or you can use a handmixer), mix together softened butter and both sugars. Mix until light and fluffy. Then add molasses, discard, egg yolk, and vanilla. Mix together until combined.
Pulse the oats in a blender or food processor until course.
In a large bowl, combine pulsed oats, flour, baking soda, salt, cinnamon, and cloves.
Add oat mixture into the butter mixture and mix on low until combined.
Scoop the dough into 1 inch sized balls and place them on the parchment lined baking sheet.
Bake at 400°F for 10 minutes. Use at biscuit cutter to very gently shape the cookies until perfectly round. Allow cookies to cool on the baking sheet for 5 minutes so that they harden properly. Then remove and cool completely on a wire rack.
Prepare icing by adding powdered sugar, vanilla, and milk to a large bowl and whisking until combined. Dip cooled cookies into the icing and then place them back on the wire rack to harden.